Gray- Wilson

Statutory birth, death and marriage registration (in some jurisdictions called Vital Records) only started in Ireland in 1864, save for non RC marriages which were recorded from 1845 onwards. So you probably won’t find statutory birth, death or marriage certificates in Ireland for this family. For earlier years you usually need to rely on church records, where they exist.  Ideally you need to know the precise denomination and have some idea of where the person was born in order to search the correct records. Not all churches have records for that period and not all are on-line. 

RC records are mostly on-line on the nli site:   

https://www.nli.ie/en/family-history-introduction.aspx

For other denominations, the churches usually hold the originals but there are also copies in PRONI, the public record office, in Belfast. A personal visit is required to access them. Access to the records there is free. This link explains what records exist, parish by parish:

https://www.nidirect.gov.uk/publications/proni-guide-church-records

If you are unable to go yourself, you could employ a researcher. Researchers in the PRONI area: http://sgni.net

If James and Fanny/Frances died in Scotland you should get their parents names from their death certificates.

Information on Ballyhay here:

http://freepages.rootsweb.com/~rosdavies/genealogy/PLACENAMES/Ballyhm.h…